+5,112.4%
CNQ vs PBR
+1,899.4%
+3,213.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.1% |
| 7D | +0.1% | +5.4% | -5.2% | -2.4% |
| 30D | +6.2% | +22.9% | -16.7% | -4.0% |
| 3M | +12.4% | +19.6% | -7.3% | +2.9% |
| 6M | +9.0% | +16.5% | -7.5% | +0.9% |
| YTD | +52.2% | +86.7% | -34.4% | +12.0% |
| 1Y | +65.0% | +74.7% | -9.7% | +25.0% |
| 3Y | +78.8% | +102.6% | -23.7% | +23.8% |
| 5Y | +286.0% | +566.6% | -280.6% | +40.1% |
| 10Y | +420.7% | +686.1% | -265.3% | +49.3% |
| All | +5,112.4% | +1,899.4% | +3,213.1% | +1,219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling